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Full text of "Treatise On Analysis Vol-Ii"

122       XIII    INTEGRATION

Necessity. Suppose that / is integrable, then there exist functions
g e & and heS such that g g/< h and jj*(h -g) is. Also ((13.5.1) and
(13.5.3)) there exists u e JfR(X) such that u ^ h and jj*(h - u) g |e. Since
|/- z/| ^ |A - | + \h - gl it follows by (13.5.3) that

Sufficiency. If u e Jf R(X) is such that ju*(|/- w|) <; e, then by definition
(13.5.5) there exists a function u e </ such that |/ w| ^ t? and ju*(y) ^ 2e.
But the relation v^fu^v can be written in the form

 v -f w ^/^ z> + w

(w being finite); also we have  v + ue^ and  t>+we/ (12.7.5),  and
^*(t? + w  ( 0 H- w)) = 2fi*(v) ^ 4e; hence /is integrable.

(1 3.7.3)   77z<? 5-^ JS?i(X, //) (also denoted by S\f^ or j?i) o
functions on X w ^z vector space over R, arf the mapping f\~* \fdfj, is a positive

linear form on <&% (i.e., the relation f^. 0 implies \fdjj,^G).

If /is finite and integrable, then clearly so is affor every scalar # eR,
and we have \afdjLi = a (fdfi. If /and g are finite and integrable, it follows
from (13.5.6) applied to /and g and to /and  g that

ffdfJL +\gdn [(/+ g) dp  (**(/+ 0) dp  [fdp + (gd^
which completes the proof.

It follows that if /and g are integrable functions (finite or not) on X with
values in R, then/+ g (which is defined almost everywhere) is integrable, and
that J(/+ g) dp = jfdf* + JV d/i.

(13.7.4)   Iff is integrable, then so are I/I,/"1" andf~9 and we have

fdfi

    I/I dp.

(13.7.4.1)

rff and g are integrable, then so are sup(/ g) andinf(f, g).
If u e JTR(X) is such that ju*(|/ u\) ^ 6, then since

| I/I -1| |  I/-|,s